Anic Equity¶

'#---------------------------------------------------------#'

Total return since start: 0.553 %¶

'#---------------------------------------------------------#'

Equity now: -----------------------------> 47438.84 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46040.85 Kr¶

PnL: ---------------------------------------> -847.72 Kr¶

DD now: ---------------------------------> -2.449 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-27 12:59:40.072090'

Anic Portfolio¶

Today¶

Return: 0.273 %¶

This Week¶

Return: -0.989 %¶

Total¶

Return: 55.303 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
FM Mattsson Mora Group B 50 0.960000 3140.000000 213.000000 7.280000 2927.000000
HEBA B 70 0.760000 2793.000000 157.000000 5.960000 2636.000010
HMS Networks 2 -1.210000 781.200000 108.200000 16.080000 673.000000
Nordea Bank Abp 29 1.520000 3536.260000 82.260000 2.380000 3453.999992
MedCap 2 0.860000 467.000000 46.000000 10.930000 421.000000
SAAB B 8 -0.600000 3422.400000 45.400000 1.340000 3377.000000
Samhällsbyggnadsbo. i Norden B 20 1.720000 396.500000 41.500000 11.690000 355.000000
Boozt 12 1.150000 1690.800000 36.800000 2.220000 1653.999996
Resurs Holding 22 1.520000 602.800000 28.800000 5.020000 573.999998
Corem Property Group B 59 0.890000 604.160000 27.160000 4.710000 576.999999
Swedbank A 3 2.240000 588.750000 24.750000 4.390000 564.000000
AcadeMedia 12 0.080000 579.120000 22.120000 3.970000 557.000004
Intrum 4 0.000000 544.800000 17.800000 3.380000 527.000000
OEM International B 7 -0.130000 545.300000 17.300000 3.280000 527.999997
Securitas B 6 1.620000 585.480000 15.480000 2.720000 570.000000
Eastnine 4 0.480000 506.400000 15.400000 3.140000 491.000000
Norva24 Group 16 -0.230000 552.640000 9.640000 1.780000 543.000000
Fastighetsbolag. Emilshus Pref 21 -1.090000 569.100000 7.100000 1.260000 562.000005
Samhällsbyggnadsbo. i Norden D 12 2.530000 252.960000 6.960000 2.830000 246.000000
Creaspac SPAC 6 0.520000 583.800000 6.800000 1.180000 577.000002
Coor Service Management Hold. 8 0.070000 536.000000 4.000000 0.750000 532.000000
Karnov Group 9 -0.170000 539.100000 3.100000 0.580000 536.000004
Handelsbanken A 5 0.650000 543.500000 -2.500000 -0.460000 546.000000
Midsona B 63 0.670000 572.040000 -10.960000 -1.880000 582.999984
International Petroleum Corp. 5 3.800000 573.000000 -21.570000 -3.630000 594.565215
CTEK 13 -3.720000 510.900000 -23.100000 -4.330000 533.999999
Essity B 2 -0.730000 545.200000 -28.800000 -5.020000 574.000000
Essity A 4 -0.550000 1092.000000 -57.000000 -4.960000 1149.000000
Vivesto 1368 0.000000 554.040000 -58.960000 -9.620000 612.999432
Sampo Oyj SDB 7 0.370000 3773.000000 -77.000000 -2.000000 3850.000000
Fasadgruppen Group 35 1.940000 3682.000000 -129.000000 -3.380000 3810.999990
OX2 18 0.890000 1431.000000 -233.000000 -14.000000 1663.999992
Beijer Electronics Group 26 -2.410000 2735.200000 -235.800000 -7.940000 2971.000006
Axfood 13 0.520000 3486.600000 -269.400000 -7.170000 3756.000001
Ovzon 52 -1.870000 2724.800000 -637.200000 -18.950000 3361.999992
TOTAL 46040.850000 -847.720000 -2.44921% 46888.564618

Updated:¶

'2023-01-27 12:59:53.097501'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶